Anic Equity¶

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Total return since start: 0.628 %¶

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Equity now: -----------------------------> 49714.4 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43672.23 Kr¶

PnL: ---------------------------------------> -1203.35 Kr¶

DD now: ---------------------------------> -6.412 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 12:08:28.443068'

Anic Portfolio¶

Today¶

Return: 0.277 %¶

This Week¶

Return: -2.043 %¶

Total portfolio value¶

Return including deposits: 62.752 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 6.790000 1526.000000 103.000000 7.240000 1423.000014
Hennes & Mauritz B 6 -1.040000 915.480000 3.480000 0.380000 912.000000
Profoto Holding 7 0.000000 585.200000 3.200000 0.550000 581.999999
Nederman Holding 1 -4.270000 202.000000 3.000000 1.510000 199.000000
JM 7 1.120000 950.600000 0.600000 0.060000 950.000002
Atrium Ljungberg B 5 0.500000 898.500000 -5.500000 -0.610000 904.000000
ASSA ABLOY B 4 -0.160000 987.200000 -5.800000 -0.580000 993.000000
Biotage 1 -1.690000 139.600000 -9.400000 -6.310000 149.000000
INVISIO 15 0.210000 3562.500000 -9.500000 -0.270000 3571.999995
OX2 12 -1.130000 896.400000 -12.600000 -1.390000 909.000000
Eastnine 6 -2.190000 642.000000 -15.000000 -2.280000 657.000000
AcadeMedia 20 -0.820000 962.000000 -16.000000 -1.640000 978.000000
Gränges 10 0.490000 1023.000000 -16.000000 -1.540000 1039.000000
Vitrolife 3 0.550000 660.600000 -16.400000 -2.420000 677.000001
BioGaia B 8 0.820000 887.200000 -16.800000 -1.860000 904.000000
Latour B 4 -1.420000 836.000000 -20.000000 -2.340000 856.000000
Vitec Software Group B 2 -1.900000 1084.000000 -20.000000 -1.810000 1104.000000
Bufab 3 -0.340000 1056.000000 -20.000000 -1.860000 1076.000001
Investor B 3 -0.260000 636.000000 -22.000000 -3.340000 657.999999
SKF B 5 0.870000 956.750000 -23.250000 -2.370000 980.000000
Sandvik 4 0.640000 823.600000 -24.400000 -2.880000 848.000000
Byggmax Group 33 0.280000 938.520000 -28.480000 -2.950000 966.999990
Sagax B 4 -1.470000 855.200000 -29.800000 -3.370000 885.000000
Addnode Group B 7 -1.420000 875.000000 -30.000000 -3.310000 904.999998
Creaspac SPAC 40 -0.210000 3804.000000 -30.000000 -0.780000 3834.000000
Sagax A 4 -1.830000 856.000000 -30.000000 -3.390000 886.000000
Hoist Finance 36 0.560000 977.400000 -33.600000 -3.320000 1010.999988
Alimak Group 12 0.120000 973.200000 -33.800000 -3.360000 1007.000004
Hexatronic Group 15 -1.180000 1032.300000 -38.700000 -3.610000 1071.000000
Platzer Fastigheter Holding B 12 -0.130000 907.200000 -43.800000 -4.610000 951.000000
EQT 4 -2.450000 828.400000 -44.600000 -5.110000 873.000000
Catena 2 -0.050000 756.000000 -50.000000 -6.200000 806.000000
HEXPOL B 8 -4.250000 901.600000 -55.400000 -5.790000 957.000000
Orrön Energy 170 -3.140000 1989.850000 -56.150000 -2.740000 2045.999980
Hexagon B 26 -0.810000 3356.600000 -63.400000 -1.850000 3420.000012
VEF 788 -1.130000 1791.910000 -111.090000 -5.840000 1903.000300
Sedana Medical 93 1.310000 2598.420000 -385.160000 -12.910000 2983.577733
TOTAL 43672.230000 -1203.350000 -6.41176% 44875.578016

Updated:¶

'2023-06-21 12:08:44.870100'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶